+216.5%
QCOM vs TFC
+90.2%
+126.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.4% | +1.2% | -0.8% | -0.1% |
| 30D | -6.6% | +8.3% | -14.9% | -9.7% |
| 3M | +3.7% | -5.2% | +8.9% | +5.9% |
| 6M | -13.3% | -0.8% | -12.5% | -13.6% |
| YTD | -1.8% | +3.4% | -5.2% | -4.0% |
| 1Y | -2.5% | +17.0% | -19.5% | -9.5% |
| 3Y | +47.0% | +86.2% | -39.2% | +12.4% |
| 5Y | +13.1% | -2.3% | +15.4% | +8.6% |
| All | +216.5% | +90.2% | +126.3% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling